小弟在写毕业论文 用RATS 做BEKK 可是一开始就遇到问题。。版本是7.0
一开始的程式是:
Calendar(daily) 2003 12 31
Allocate 2010:12:31
Open data C:\Users\Ben\Desktop\DATA ANALYSIS\EAST.XLS
Data(format=xls,org=columns) / hk Singapore japan
Set rhk = log(hk/hk{1})
Set rsingapore = log(Singapore/Singapore{1})
Set rjapan = log(japan/japan{1})
statistics hk
statistics rhk
但是结果出来是
Statistics on Series HK
Daily(5) Data From 2004:01:01 To 2010:12:10
Observations 83 Skipped/Missing 1729
Sample Mean 2380.624578 Variance 386588.635786
Standard Error 621.762524 of Sample Mean 68.247303
t-Statistic (Mean=0) 34.882324 Signif Level 0.000000
Skewness 0.558881 Signif Level (Sk=0) 0.041246
Kurtosis (excess) -0.820802 Signif Level (Ku=0) 0.143556
Jarque-Bera 6.650744 Signif Level (JB=0) 0.035959
Statistics on Series RHK
Daily(5) Data From 2004:12:02 To 2010:12:08
Observations 25 Skipped/Missing 1545
Sample Mean 0.006482 Variance 0.006796
Standard Error 0.082440 of Sample Mean 0.016488
t-Statistic (Mean=0) 0.393124 Signif Level 0.697698
Skewness 0.503888 Signif Level (Sk=0) 0.333732
Kurtosis (excess) 1.626265 Signif Level (Ku=0) 0.151327
Jarque-Bera 3.812865 Signif Level (JB=0) 0.148610
为什么会有这么多的观测值丢失掉
反复检查感觉没有什么问题。。。。。。求高人啊 不然没办法做下去了。。。非常感谢~!!!